+11.7%
CMI vs XRT
+18.0%
-6.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.3% | -7.5% |
| 7D | -11.2% | +8.0% | -19.3% | -13.7% |
| 30D | -9.8% | +13.0% | -22.9% | -14.3% |
| 3M | -25.5% | +1.7% | -27.2% | -25.4% |
| 6M | -27.7% | +12.6% | -40.2% | -33.0% |
| YTD | -6.6% | +10.7% | -17.3% | -10.6% |
| 1Y | +11.7% | +18.4% | -6.7% | +6.2% |
| All | +11.7% | +18.0% | -6.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling